[Math] find the orthogonal projection of f(x)=4$x^2$+1 onto the subspace V spanned by g(x)=x−12 and h(x)=1.

linear algebra

Use the inner product < f,g > =$\int_a^b$f(x)g(x)dx in the vector space $C^0[0,1]$ to find the orthogonal projection of f(x)=4$x^2$+1 onto the subspace V spanned by g(x)=x−12 and h(x)=1.

All I was told by my prof. was to use the equation $A(A^TA)^{-1}A^Tb$. He never talked about inner products or how to find these projections with non matrices.

Best Answer

Hints:

Clearly $\;\{1\,,\,x-12\}\;$ is a basis for $\;U:=Span\{1\,,\,x-12\}\;$. Now, apply Gram-Schmidt to orthonormalize this basis:

$$||1||:=\left(\int\limits_a^bdx\right)^{1/2}=\sqrt{b-a}\implies u_1=\frac1{\sqrt{b-a}}$$

$$v_2=(x-12)-\frac{\langle x-12\,,\,u_1\rangle}{||u_1||^2}u_1=(x-12)-\frac1{b-a}\left(\int\limits_a^b (x-12)dx\right)=$$

$$=(x-12)-\frac1{b-a}\left(\frac12(b^2-a^2)-12(b-a)\right)=x-12-\frac12(a+b)+12=$$

$$=x-\frac12(a+b)\implies ||v_2||=\left(\int\limits_a^b\left(x-\frac12(a+b)\right)dx\right)^{1/2}=\ldots\implies u_2=\frac{v_2}{||v_2||}$$

The set $\;\{u_1,u_2\}\;$ is an orthonormal base of $\;U\;$, and thus the orthogonal projection on $\;U\;$ is given by

$$P_U:=u_1u_1^t+u_2u_2^t$$

Other way to do it: Using the hint you were given, prove that in fact

$$P_U=A\left(A^tA\right)^{-1}A^t\;,\;\;\text{with}\;\;A=\text{the matrix according to the original vectors}$$

$$1\,,\,x-12\;\;\text{of}\;\;U$$

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